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**************************************************** TEMPORAL DISAGGREGATION METHOD: Chow-Lin **************************************************** ---------------------------------------------------- Number of low-frequency observations : 22 Frequency conversion : 4 Number of high-frequency observations: 88 Number of extrapolations : 0 Number of indicators (+ constant) : 2 ---------------------------------------------------- Type of disaggregation: sum (flow). ---------------------------------------------------- Estimation method: Maximum likelihood. ---------------------------------------------------- ** High frequency model ** Beta parameters (columnwise): * Estimate * Std. deviation * t-ratios ---------------------------------------------------- 215.4518 111.7079 1.9287 0.9828 0.0069 142.0272 ---------------------------------------------------- Innovational parameter: 0.7600 ---------------------------------------------------- AIC: 10.0340 BIC: 10.1828 ---------------------------------------------------- Low-frequency correlation (Y,X) - levels : 0.9998 - yoy rates : 0.9617 ----------------------------------------------------High-frequency correlation (y,x) - levels : 0.9998 - yoy rates : 0.9812 ----------------------------------------------------High-frequency volatility of yoy rates - estimate : 8.4282 - indicator : 9.0226 - ratio : 0.9341 ----------------------------------------------------High-frequency correlation (y,x*beta) - levels : 0.9998 - yoy rates : 0.9818 ---------------------------------------------------- High frequency series (columnwise): * Estimate * Std. deviation * 1 sigma lower limit * 1 sigma upper limit * Residuals ---------------------------------------------------- 5400.9896 114.8247 5286.1649 5515.8143 112.3095 5311.2409 83.7296 5227.5112 5394.9705 128.7034 4330.6001 86.7596 4243.8405 4417.3596 135.7795 5456.1695 107.6827 5348.4868 5563.8522 134.0740 5225.4053 104.7065 5120.6988 5330.1118 123.4577 5834.0725 83.6994 5750.3731 5917.7719 109.0279 6048.6426 83.8527 5964.7899 6132.4953 89.6909 6368.8796 104.3319 6264.5477 6473.2114 63.9813 6659.1737 104.2371 6554.9366 6763.4108 29.9504 5820.6202 83.7418 5736.8784 5904.3620 31.6934 5818.9571 83.7669 5735.1901 5902.7240 69.3424 6759.2491 104.1958 6655.0532 6863.4449 145.7507 6944.0899 104.1873 6839.9026 7048.2772 266.7093 7217.8057 83.7513 7134.0544 7301.5571 322.2429 6402.2936 83.8135 6318.4801 6486.1070 316.5603 7143.8108 104.1624 7039.6485 7247.9732 249.2308 8590.0787 104.3754 8485.7033 8694.4540 115.1516 8364.9421 83.7733 8281.1689 8448.7154 31.5387 7144.1295 83.9199 7060.2096 7228.0494 -7.9449 7484.8497 104.2412 7380.6085 7589.0909 -6.2917 8049.6334 104.1568 7945.4766 8153.7902 36.6237 7896.2048 83.7051 7812.4997 7979.9099 52.2372 7222.3078 83.8577 7138.4501 7306.1655 41.7321 8729.8541 104.3565 8625.4976 8834.2106 4.3123 7495.1137 104.1593 7390.9544 7599.2730 -62.8583 8047.9153 83.7857 7964.1296 8131.7010 -110.5492 6657.8560 83.9127 6573.9433 6741.7687 -142.3750 8032.1150 104.1980 7927.9171 8136.3130 -160.7476 8177.1547 104.1850 8072.9697 8281.3398 -167.0595 8231.5398 83.7142 8147.8256 8315.2540 -176.5566 7591.1095 83.7883 7507.3212 7674.8979 -189.9587 8235.1959 104.1566 8131.0393 8339.3526 -208.2814 8945.7004 104.2362 8841.4642 9049.9367 -232.9135 8734.1602 83.7202 8650.4400 8817.8804 -239.0479 7885.1232 83.8329 7801.2903 7968.9562 -227.1495 8484.0161 104.1638 8379.8523 8588.1799 -196.3167 9628.9970 104.3307 9524.6663 9733.3277 -144.2126 9461.6113 83.7895 9377.8218 9545.4008 -118.9690 7737.0886 84.2253 7652.8633 7821.3138 -118.6727 9207.3032 104.1578 9103.1454 9311.4610 -143.3012 10199.6198 104.2567 10095.3631 10303.8765 -194.7212 10176.4719 83.7389 10092.7330 10260.2108 -232.6112 8855.8718 84.1356 8771.7362 8940.0073 -259.8427 10563.0365 104.1658 10458.8707 10667.2023 -278.4798 11708.3404 104.3944 11603.9461 11812.7348 -289.9349 11568.4163 83.8004 11484.6158 11652.2167 -282.4386 9479.4574 84.5782 9394.8792 9564.0356 -255.4229 11542.7859 104.1612 11438.6247 11646.9471 -206.8403 12738.9784 104.4757 12634.5027 12843.4541 -133.0086 12134.0438 83.7411 12050.3027 12217.7849 -82.4138 10265.4785 84.5254 10180.9531 10350.0039 -51.2211 12287.4993 104.1609 12183.3383 12391.6602 -37.0666 13215.4199 104.3142 13111.1057 13319.7342 -38.8774 12927.6658 83.7069 12843.9589 13011.3727 -37.6875 11256.2677 84.8733 11171.3944 11341.1410 -33.4067 14939.6466 104.4020 14835.2446 15044.0486 -25.7106 16481.5655 104.8148 16376.7506 16586.3803 -14.0157 15586.1527 83.7000 15502.4527 15669.8527 -1.3187 13677.4691 85.3863 13592.0829 13762.8554 13.3430 17203.8127 104.2610 17099.5517 17308.0737 31.0803 18561.5992 104.7777 18456.8215 18666.3769 53.2377 17756.7745 83.7597 17673.0147 17840.5342 72.9846 15015.8970 85.7198 14930.1772 15101.6168 91.8176 18550.7293 104.2299 18446.4994 18654.9592 111.1640 19303.2608 104.3583 19198.9024 19407.6191 132.4902 19427.1192 83.7868 19343.3324 19510.9060 146.2747 17370.5207 85.0695 17285.4513 17455.5902 153.5622 21073.0993 104.2707 20968.8286 21177.3700 154.9052 20697.1000 104.3074 20592.7926 20801.4074 150.4054 23180.0711 83.9148 23096.1563 23263.9859 148.8509 21379.8666 84.4139 21295.4527 21464.2805 150.1240 24875.9623 104.6900 24771.2724 24980.6523 154.3211 24216.0785 104.2260 24111.8525 24320.3045 161.7605 25517.7757 84.4100 25433.3657 25602.1857 183.8484 21744.8767 85.5548 21659.3219 21830.4315 222.2589 25017.2691 104.2009 24913.0682 25121.4700 279.9031 25425.7892 104.2126 25321.5766 25530.0018 361.1498 26279.0663 83.9335 26195.1328 26362.9998 364.3024 23447.6017 85.4566 23362.1451 23533.0583 289.5999 27623.5429 104.4841 27519.0588 27728.0269 131.3804 27877.9243 104.4188 27773.5055 27982.3431 -122.3473 29264.8487 84.3755 29180.4732 29349.2242 -272.5265 25583.2417 86.3229 25496.9188 25669.5646 -330.5394 30299.9854 104.9604 30195.0249 30404.9458 -300.7825 30004.0415 107.5365 29896.5049 30111.5780 -181.0008 30079.6885 86.7557 29992.9328 30166.4443 -97.4913 25874.7702 86.2867 25788.4835 25961.0569 -43.9249 29614.4998 116.3242 29498.1756 29730.8240 -16.2417 ---------------------------------------------------- ---------------------------------------------------- Elapsed time: 0.4810 ⌨️ 快捷键说明
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